This is kind of a tricky thread to which to reply, as if I talk up my favorite character
and say that I see myself in said character, am I not then talking myself up?
"Ya, I like Eru a lot. It created the universe and all. I'm like that, you know, created the internet, velcro,
sabre-toothed kangaroos, etc. Also feel that I'm omnipotent, omnipresent..."
Anyway, that being said, I like Gandalf.
He's a powerful father figure not just to me but to the characters in the books. Gandalf is wise and learned - his knowledge is subtle and deep, but he's no specialist. At need he's a man of action, and sometimes comes up with creative solutions to pressing problems (see 'burning pine cones'). His hands may be strong, but it's in his brain/mind that the real power lies. He inspires, warming cold hearts and gets those stuck in ruts back on their road. Rarely idle, he wants to be helpful and true to his stewardship. And at need will sacrifice himself for his friends - why else call them friends if you don't really care?
He could turn Denethor II, Sam and possibly even Elrond into toads, but that's not his way. The Grey Pilgrim sits both on the White Council and on a bar stool at the Prancing Pony, at ease with the great and the small. At times he may think some of the common folk are fools (i.e. Pippin) but he still treats them with respect. All of Middle Earth, even those who sneer at him and make him wait like some old fool (Denethor II), are his charges and he wants to help. Gandalf states that he even has compassion for Sauron's slaves.
Gandalf seeks help where he can find it, but only at direst need; gives advice where it may do some good. Sure, he gets frustrated, but he too needs some testing to keep him honest. Where does he find some needed rest? In simple things, like a pipe or a glass of wine. Can't say that I see him needing some poofy chalice from which to sip, or a tower from which to crow.
In LotR (the books), one of his better scenes is where he and Shadowfax await the Witch-King inside the Gate. No boasting, sword-waving or nervous laughter. He sits, still as a stone. Evil comes and he will fight it when it gets near. He will stand in the gap.
Can't say that I'm like him in any way, but I still admire the character.